TY - JOUR T1 - Quantitative Trading Using Artificial Intelligence on Trend-following Indicators: An Example in 2020 JF - The Journal of Investing DO - 10.3905/joi.2022.1.235 SP - joi.2022.1.235 AU - Raúl Gómez-Martínez AU - Carmen Orden-Cruz AU - María Luisa Medrano-García Y1 - 2022/07/07 UR - https://pm-research.com/content/early/2022/07/07/joi.2022.1.235.abstract N2 - Currently, algorithmic trading systems are one of the biggest challenges for machine learning (ML) and artificial intelligence (AI). In this article, an AI model is proposed using predictor variables based on trend-following momentum indicators. Using a data sample of a highly traded futures contracts and their technical indicators, the results show a predictive capacity greater than 50% of the market trend of the next session. However, ML did not allow a profitable algorithmic trading system during the testing process. ER -